+141.8%
CCEP vs EFV
+92.6%
+49.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +5.4% | +2.1% | +3.2% | +3.7% |
| 30D | +12.8% | +3.1% | +9.7% | +10.2% |
| 3M | +10.9% | -1.3% | +12.2% | +11.9% |
| 6M | +25.6% | +6.0% | +19.6% | +19.9% |
| YTD | +31.0% | +15.8% | +15.1% | +16.6% |
| 1Y | +32.3% | +21.1% | +11.2% | +13.7% |
| 3Y | +110.5% | +91.0% | +19.5% | +21.5% |
| 5Y | +141.8% | +94.3% | +47.5% | +38.7% |
| All | +141.8% | +92.6% | +49.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling